{{Quickfixn}} FIX connection Logout/Login Problem

[Grant Birchmeier]

My strong suspicion guess is that you are doing too much work within the
OnMessage callback.  (Or any callback, really, but probably OnMessage.)

For each message received, OnMessage(<type>) is called, and further message
reception is blocked until OnMessage() returns.  So if OnMessage takes too
long, the queue eventually will back up and you will eventually see message
loss.

A common technique is to have OnMessage push the message into a work queue
and return instantly, while another thread consumes off the work queue and
processing them.

Does that make sense?





On Wed, Jul 15, 2020 at 6:09 AM YUTAKA YOSHIDA <ysdytk1973 at gmail.com> wrote:

> Hello everyone,
>
> I am using Quickfixn for accessing LMAX.
> I have a serious problem now.
> During receiving the price updates from the server, logout/login repeats
> sometimes.
> LMAX said like this.
> ///////////////////////////////////////////////////////
>
> If your software gets overwhelmed it will return a TCP Window size=0, this
> means that you’re not able to receive further messages at the moment, and
> the TCP transmission is halted until it can process the messages in its
> receive buffer.
>
> TCP back pressure will result when your software is unable to process the
> TCP packets fast enough (can't keep up) so messages start to back up on our
> side awaiting being sent.  If your software gets overwhelmed it will return
> a TCP Window size = 0 which means that there is no room to send anything
> more at this time and messages queue up awaiting the next available window
> size.
>
> We can try reducing the amount of updates we are sending to you (I can see
> your account is currently set as 1000 updates / sec with 20 levels depth
> market data) or you can reduce the number of instruments you are
> subscribing to. Please also contact you bridge provider to look at this
> issue.
>
> //////////////////////////////////////////////////////////////
>
> To solve this issue, I did the following steps.
>
> -I upgraded VPS.
>
> -I reduced the number of instruments to subscribe to.
>
> -I commented on codes related to file writing.
>
> However, this issue remains.
>
> I have some errors in the FIX log file.
>
> I am attaching it.
>
> Can you help me now?
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
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http://connamara.com

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